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Maxwell School News and Commentary

Filtered by: Economics Department

Baltagi article on productivity spillovers in China published in Journal of Applied Econometrics

May 3, 2015
Authors assess intrasectoral spillovers in total factor productivity across Chinese producers in the chemical industry using panel data on firms from 2004-2006.

See related: China, Econometrics

WP 178 Estimation and Identification of Change Points in Panel Models

December 31, 2014
The authors prove consistency and derive the asymptotic distributions of the Ordinary Least Squares (OLS) and First Difference (FD) estimators and that the FD estimator is robust for all cases considered.

See related: Econometrics

WP 176 On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model

November 30, 2014
Testing for sphericity of the variance-covariance matrix in a fixed effects panel data regression model without the normality assumption on the disturbances.

See related: Econometrics

WP 170 Test of Hypotheses in a Time Trend Panel Data Model

June 30, 2014
This paper studies test of hypotheses for the slope parameter in a linear time trend panel data model with serially correlated error component disturbances.

See related: Econometrics

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